treti commit

v2realbot/common/model.py

@@ -414,6 +414,8 @@ class SLHistory(BaseModel):
     id: Optional[UUID] = None
     time: datetime
     sl_val: float
+    direction: TradeDirection
+    account: Account
 
 #Contains archive of running strategies (runner) - detail data
 class RunArchiveDetail(BaseModel):

v2realbot/static/js/archivechart.js

@@ -11,6 +11,44 @@ var markersLine = null
 var avgBuyLine = null
 var profitLine = null
 var slLine = []
+
+//create function which for each ACCOUNT1, ACCOUNT2 or ACCOUNT3 returns color for buy and color for sell - which can be strings representing color
+//HELPERS FUNCTION - will go to utils
+/**
+ * Returns an object containing the colors for buy and sell for the specified account.
+ *
+ * Parameters:
+ *     account (string): The account for which to retrieve the colors (ACCOUNT1, ACCOUNT2, or ACCOUNT3).
+ *
+ * Returns:
+ *     object: An object with 'buy' and 'sell' properties containing the corresponding color strings.
+ * 
+ * Account 1:
+#FF6B6B, #FF9999
+Account 2:
+#4ECDC4, #83E8E1
+Account 3:
+#FFD93D, #FFE787
+Account 4:
+#6C5CE7, #A29BFE
+Another option for colors:
+
+#1F77B4 (Entry) and #AEC7E8 (Exit)
+#FF7F0E (Entry) and #FFBB78 (Exit)
+#2CA02C (Entry) and #98DF8A (Exit)
+#D62728 (Entry) and #FF9896 (Exit)
+    */
+function getAccountColors(account) {
+    const accountColors = {
+        ACCOUNT1: { accid: 'A1', buy: '#FF7F0E', sell: '#FFBB78' },
+        ACCOUNT2: { accid: 'A2',buy: '#1F77B4', sell: '#AEC7E8' },
+        ACCOUNT3: { accid: 'A3',buy: '#2CA02C', sell: '#98DF8A' },
+        ACCOUNT4: { accid: 'A4',buy: '#D62728', sell: '#FF9896' },
+        ACCOUNT5: { accid: 'A5',buy: 'purple', sell: 'orange' }
+    };
+    return accountColors[account] || { buy: '#37cade', sell: 'red' };
+}  
+
 //TRANSFORM object returned from REST API get_arch_run_detail
 //to series and markers required by lightweigth chart
 //input array object bars = { high: [1,2,3], time: [1,2,3], close: [2,2,2]...}
@@ -34,6 +72,11 @@ function transform_data(data) {
     //cas of first record, nekdy jsou stejny - musim pridat setinku
     prev_cas = 0
     if ((data.ext_data !== null) && (data.ext_data.sl_history)) {
+        ///sort sl_history according to order id string - i need all same order id together
+        data.ext_data.sl_history.sort(function (a, b) {
+            return a.id.localeCompare(b.id);
+          });
+
         data.ext_data.sl_history.forEach((histRecord, index, array) => {
             
             //console.log("plnime")
@@ -48,6 +91,7 @@ function transform_data(data) {
                 //init nova sada
                 sl_line_sada = []
                 sl_line_markers_sada = []
+                sline_color = "#f5aa42"
             }
 
             prev_id = histRecord.id
@@ -65,12 +109,21 @@ function transform_data(data) {
             sline = {}
             sline["time"] = cas
             sline["value"] = histRecord.sl_val
+            if (histRecord.account) {
+                const accColors = getAccountColors(histRecord.account)
+                sline_color = histRecord.direction == "long" ? accColors.buy : accColors.sell //idealne
+                sline["color"] = sline_color
+            }
+
             sl_line_sada.push(sline)
 
+            //ZDE JSEM SKONCIL
+            //COLOR SE NASTAVUJE V SERIES OPTIONS POZDEJI - nejak vymyslet
+
             sline_markers = {}
             sline_markers["time"] = cas
             sline_markers["position"] = "inBar" 
-            sline_markers["color"] = "#f5aa42"
+            sline_markers["color"] = sline_color
             //sline_markers["shape"] = "circle"
             //console.log("SHOW_SL_DIGITS",SHOW_SL_DIGITS)
             sline_markers["text"] = SHOW_SL_DIGITS ? histRecord.sl_val.toFixed(3) : ""
@@ -241,29 +294,31 @@ function transform_data(data) {
             }
         }      
 
+        const { accid: accountId,buy: buyColor, sell: sellColor } = getAccountColors(trade.account);
 
         //buy sell markery
         marker = {}
         marker["time"] = timestamp;
         // marker["position"] = (trade.order.side == "buy") ? "belowBar" : "aboveBar" 
         marker["position"] = (trade.order.side == "buy") ? "aboveBar" : "aboveBar" 
-        marker["color"] = (trade.order.side == "buy") ? "#37cade" : "red"
+        marker["color"] = (trade.order.side == "buy") ? buyColor : sellColor
         //marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
         marker["shape"] = (trade.order.side == "buy") ? "arrowUp" : "arrowDown"
         //marker["text"] =  trade.qty + "/" + trade.price
         qt_optimized = (trade.order.qty % 1000 === 0) ? (trade.order.qty / 1000).toFixed(1) + 'K' : trade.order.qty
   
+        marker["text"] = accountId + " " //account shortcut
         if (CHART_SHOW_TEXT) {
             //včetně qty
             //marker["text"] =  qt_optimized + "@" + trade.price
                 
             //bez qty
-            marker["text"] =  trade.price
+            marker["text"] +=  trade.price
             closed_trade_marker_and_profit = (trade.profit) ? "c" + trade.profit.toFixed(1) + "/" + trade.profit_sum.toFixed(1) : "c"
             marker["text"] += (trade.position_qty == 0) ? closed_trade_marker_and_profit : ""
         } else {
             closed_trade_marker_and_profit = (trade.profit) ? "c" + trade.profit.toFixed(1) + "/" + trade.profit_sum.toFixed(1) : "c"
-            marker["text"] = (trade.position_qty == 0) ? closed_trade_marker_and_profit : trade.price.toFixed(3)
+            marker["text"] += (trade.position_qty == 0) ? closed_trade_marker_and_profit : trade.price.toFixed(3)
         }
 
         markers.push(marker)
@@ -844,7 +899,7 @@ function display_buy_markers(data) {
         //console.log("uvnitr")
         slLine_temp = chart.addLineSeries({
             //    title: "avgpbuyline",
-                color: '#e4c76d',
+                color: slRecord[0]["color"] ? slRecord[0]["color"] : '#e4c76d',
             //    color: 'transparent',
                 lineWidth: 1,
                 lastValueVisible: false

v2realbot/strategy/StrategyClassicSL.py

@@ -344,7 +344,7 @@ class StrategyClassicSL(Strategy):
                         self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"] = 0 if rel_profit > 0 else self.state.vars["transferables"]["martingale"]["cont_loss_series_cnt"]+1
                         self.state.ilog(lvl=1, e=f"update cont_loss_series_cnt na {self.state.vars['transferables']['martingale']['cont_loss_series_cnt']}")
 
-                self.state.ilog(e=f"SELL notif {account}- LONG PROFIT {partial_exit=} {partial_last=}:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum = str(self.state.rel_profit_cum), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
+                self.state.ilog(e=f"SELL notif {account.name}- LONG PROFIT {partial_exit=} {partial_last=}:{round(float(trade_profit),3)} celkem:{round(float(self.state.profit),3)} rel:{float(rel_profit)} rel_cum:{round(rel_profit_cum_calculated,7)}", msg=str(data.event), rel_profit_cum = str(self.state.rel_profit_cum), sold_amount=sold_amount, avg_costs=avg_costs, trade_qty=data.qty, trade_price=data.price, orderid=str(data.order.id))
 
                 #zapsat profit do prescr.trades
                 for trade in self.state.vars.prescribedTrades:
@@ -431,7 +431,7 @@ class StrategyClassicSL(Strategy):
         if data.event == TradeEvent.FILL or data.event == TradeEvent.CANCELED:
             print("Příchozí SELL notifikace - complete FILL nebo CANCEL", data.event)
             self.state.account_variables[account.name].pending = None
-            a,p = self.interface[account.name].pos()
+            a,p = self.interface[account.name].pos() #TBD maybe optimize for speed
             #pri chybe api nechavame puvodni hodnoty
             if a != -1:
                 self.state.account_variables[account.name].avgp, self.state.account_variables[account.name].positions = a,p

v2realbot/strategyblocks/activetrade/close/close_position.py

@@ -26,20 +26,20 @@ def close_position(state: StrategyState, activeTrade: Trade, data, direction: Tr
     positions = state.account_variables[activeTrade.account.name].positions
     state.ilog(lvl=1,e=f"CLOSING TRADE {followup_text} {reason} {str(direction)}", curr_price=data["close"], trade=activeTrade)
     if direction == TradeDirection.SHORT:
-        res = state.buy(size=abs(int(positions)))
+        res = state.buy(account=activeTrade.account, size=abs(int(positions)))
         if isinstance(res, int) and res < 0:
             raise Exception(f"error in required operation {reason} {res}")
 
     elif direction == TradeDirection.LONG:
-        res = state.sell(size=positions)
+        res = state.sell(account=activeTrade.account, size=positions)
         if isinstance(res, int) and res < 0:
-            raise Exception(f"error in required operation STOPLOSS SELL {res}")
+            raise Exception(f"error in required operation STOPLOSS SELL {res}") #TBD error handling
     
     else:
         raise Exception(f"unknow TradeDirection in close_position")
     
     #pri uzavreni tradu zapisujeme SL history - lepsi zorbazeni v grafu
-    insert_SL_history(state)
+    insert_SL_history(state, activeTrade)
     state.account_variables[activeTrade.account.name].pending = activeTrade.id
     state.account_variables[activeTrade.account.name].activeTrade = None
     #state.account_variables[activeTrade.account.name].last_exit_index = data["index"]
@@ -56,19 +56,19 @@ def close_position_partial(state, activeTrade: Trade,data, direction: TradeDirec
     size_abs = abs(int(int(positions)*size))
     state.ilog(lvl=1,e=f"CLOSING TRADE PART: {size_abs} {size} {reason} {str(direction)}", curr_price=data["close"], trade=activeTrade)
     if direction == TradeDirection.SHORT:
-        res = state.buy(size=size_abs)
+        res = state.buy(account=activeTrade.account, size=size_abs)
         if isinstance(res, int) and res < 0:
             raise Exception(f"error in required operation STOPLOSS PARTIAL BUY {reason} {res}")
 
     elif direction == TradeDirection.LONG:
-        res = state.sell(size=size_abs)
+        res = state.sell(account=activeTrade.account, size=size_abs)
         if isinstance(res, int) and res < 0:
             raise Exception(f"error in required operation STOPLOSS PARTIAL SELL {res}")
     else:
         raise Exception(f"unknow TradeDirection in close_position")
     
     #pri uzavreni tradu zapisujeme SL history - lepsi zorbazeni v grafu
-    insert_SL_history(state)
+    insert_SL_history(state, activeTrade)
     state.account_variables[activeTrade.account.name].pending = activeTrade.id
     state.account_variables[activeTrade.account.name].activeTrade = None
     state.account_variables[activeTrade.account.name].dont_exit_already_activated = False

v2realbot/strategyblocks/activetrade/close/evaluate_close.py

@@ -40,9 +40,9 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                 if activeTrade.goal_price is not None:
                     goal_price = activeTrade.goal_price
                 else:
-                    goal_price = get_profit_target_price(state, data, TradeDirection.SHORT, activeTrade)
+                    goal_price = get_profit_target_price(state,  data, activeTrade, TradeDirection.SHORT)
 
-                max_price = get_max_profit_price(state, data, TradeDirection.SHORT, activeTrade)
+                max_price = get_max_profit_price(state, activeTrade, data, TradeDirection.SHORT)
                 state.ilog(lvl=1,e=f"Def Goal price {str(TradeDirection.SHORT)} {goal_price} max price {max_price}")                
                 
                 #SL OPTIMALIZATION - PARTIAL EXIT
@@ -63,7 +63,7 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                     if reverse_for_SL_exit == "always":
                         followup_action = Followup.REVERSE
                     elif reverse_for_SL_exit == "cond":
-                        followup_action = Followup.REVERSE if keyword_conditions_met(state, data=data, activeTrade=activeTrade.generated_by, direction=TradeDirection.SHORT, keyword=KW.slreverseonly, skip_conf_validation=True) else None
+                        followup_action = Followup.REVERSE if keyword_conditions_met(state, data=data, activeTrade=activeTrade, direction=TradeDirection.SHORT, keyword=KW.slreverseonly, skip_conf_validation=True) else None
                     else:
                         followup_action = None
                     close_position(state=state, activeTrade=activeTrade, data=data, direction=TradeDirection.SHORT, reason="SL REACHED", followup=followup_action)
@@ -71,28 +71,28 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                     
                 
                 #REVERSE BASED ON REVERSE CONDITIONS
-                if keyword_conditions_met(state, data, activeTrade=activeTrade.generated_by, direction=TradeDirection.SHORT, keyword=KW.reverse):
+                if keyword_conditions_met(state, data, activeTrade=activeTrade, direction=TradeDirection.SHORT, keyword=KW.reverse):
                         close_position(state=state, activeTrade=activeTrade,data=data, direction=TradeDirection.SHORT, reason="REVERSE COND MET", followup=Followup.REVERSE)
                         return  
 
                 #EXIT ADD CONDITIONS MET (exit and add)
-                if keyword_conditions_met(state, data, activeTrade=activeTrade.generated_by, direction=TradeDirection.SHORT, keyword=KW.exitadd):
+                if keyword_conditions_met(state, data, activeTrade=activeTrade, direction=TradeDirection.SHORT, keyword=KW.exitadd):
                         close_position(state=state, activeTrade=activeTrade, data=data, direction=TradeDirection.SHORT, reason="EXITADD COND MET", followup=Followup.ADD)
                         return  
 
                 #CLOSING BASED ON EXIT CONDITIONS
-                if exit_conditions_met(state, data, TradeDirection.SHORT):
+                if exit_conditions_met(state, activeTrade, data, TradeDirection.SHORT):
                         directive_name = 'reverse_for_cond_exit_short'
-                        reverse_for_cond_exit_short = get_signal_section_directive(state=state, signal_name=activeTrade.signal_name, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                        reverse_for_cond_exit_short = get_signal_section_directive(state=state, signal_name=activeTrade.generated_by, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
                         directive_name = 'add_for_cond_exit_short'
-                        add_for_cond_exit_short = get_signal_section_directive(state=state, signal_name=activeTrade.signal_name, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
+                        add_for_cond_exit_short = get_signal_section_directive(state=state, signal_name=activeTrade.generated_by, directive_name=directive_name, default_value=safe_get(state.vars, directive_name, False))
                         if reverse_for_cond_exit_short:
                             followup_action = Followup.REVERSE
                         elif add_for_cond_exit_short: 
                             followup_action = Followup.ADD
                         else:
                             followup_action = None
-                        close_position(state=state, data=data, direction=TradeDirection.SHORT, reason="EXIT COND MET", followup=followup_action)
+                        close_position(state=state, activeTrae=activeTrade, data=data, direction=TradeDirection.SHORT, reason="EXIT COND MET", followup=followup_action)
                         return                   
 
                 #PROFIT
@@ -102,7 +102,7 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                     #TODO pripadne pokud dosahne TGTBB prodat ihned
                     max_price_signal = curr_price<=max_price
                     #OPTIMALIZACE pri stoupajícím angle
-                    if max_price_signal or dontexit_protection_met(state=state, data=data,direction=TradeDirection.SHORT) is False:
+                    if max_price_signal or dontexit_protection_met(state=state, activeTrade=activeTrade, data=data,direction=TradeDirection.SHORT) is False:
                         close_position(state=state, activeTrade=activeTrade, data=data, direction=TradeDirection.SHORT, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
                         return
                 #pokud je cena horsi, ale byla uz dont exit aktivovany - pak prodavame také
@@ -137,7 +137,7 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                     position = positions * exit_adjustment
                     state.ilog(lvl=1,e=f"SL OPTIMIZATION ENGAGED {str(TradeDirection.LONG)} {position=} {level_met=} {exit_adjustment}", initial_levels=str(state.sl_optimizer_long.get_initial_abs_levels(state, activeTrade)), rem_levels=str(state.sl_optimizer_long.get_remaining_abs_levels(state, activeTrade)), exit_levels=str(state.sl_optimizer_long.exit_levels), exit_sizes=str(state.sl_optimizer_long.exit_sizes))
                     printanyway(f"SL OPTIMIZATION ENGAGED {str(TradeDirection.LONG)} {position=} {level_met=} {exit_adjustment}")
-                    close_position_partial(state=state, data=data, direction=TradeDirection.LONG, reason=f"SL OPT LEVEL {level_met} REACHED", size=exit_adjustment)
+                    close_position_partial(state=state, activeTrade=activeTrade, data=data, direction=TradeDirection.LONG, reason=f"SL OPT LEVEL {level_met} REACHED", size=exit_adjustment)
                     return
 
                 #SL FULL execution
@@ -190,7 +190,7 @@ def eval_close_position(state: StrategyState, accountsWithActiveTrade, data):
                     #TODO pripadne pokud dosahne TGTBB prodat ihned
                     max_price_signal = curr_price>=max_price
                     #OPTIMALIZACE pri stoupajícím angle
-                    if max_price_signal or dontexit_protection_met(state, data, direction=TradeDirection.LONG) is False:
+                    if max_price_signal or dontexit_protection_met(state, activeTrade=activeTrade, data=data, direction=TradeDirection.LONG) is False:
                         close_position(state=state, activeTrade=activeTrade, data=data, direction=TradeDirection.LONG, reason=f"PROFIT or MAXPROFIT REACHED {max_price_signal=}")
                         return
                 #pokud je cena horsi, ale byl uz dont exit aktivovany - pak prodavame také

v2realbot/strategyblocks/activetrade/helpers.py

@@ -111,7 +111,7 @@ def keyword_conditions_met(state, data, activeTrade: Trade, direction: TradeDire
 #mozna do SL helpers tuto
 def insert_SL_history(state, activeTrade: Trade):
 #insert stoploss history as key sl_history into runner archive extended data
-    state.extData["sl_history"].append(SLHistory(id=activeTrade.id, time=state.time, sl_val=activeTrade.stoploss_value))
+    state.extData["sl_history"].append(SLHistory(id=activeTrade.id, time=state.time, sl_val=activeTrade.stoploss_value, direction=activeTrade.direction, account=activeTrade.account))
 
 
 def get_default_sl_value(state, signal_name, direction: TradeDirection):

v2realbot/strategyblocks/activetrade/sl/trailsl.py

@@ -87,12 +87,12 @@ def trail_SL_management(state: StrategyState, accountsWithActiveTrade, data):
                     state.ilog(lvl=1,e=f"SL TRAIL EVAL {smer} SL:{round(activeTrade.stoploss_value,3)} TRAILGOAL:{move_SL_threshold}", def_SL=def_SL, offset=offset, offset_normalized=offset_normalized, step_normalized=step_normalized, def_SL_normalized=def_SL_normalized)
                     if (move_SL_threshold) < data['close']:
                         activeTrade.stoploss_value += step_normalized
-                        insert_SL_history(state)
+                        insert_SL_history(state, activeTrade)
                         state.ilog(lvl=1,e=f"SL TRAIL TH {smer} reached {move_SL_threshold} SL moved to {activeTrade.stoploss_value}", offset_normalized=offset_normalized, step_normalized=step_normalized, def_SL_normalized=def_SL_normalized)
                 elif direction == TradeDirection.SHORT:
                     move_SL_threshold = activeTrade.stoploss_value - offset_normalized - def_SL_normalized
                     state.ilog(lvl=0,e=f"SL TRAIL EVAL {smer} SL:{round(activeTrade.stoploss_value,3)} TRAILGOAL:{move_SL_threshold}", def_SL=def_SL, offset=offset, offset_normalized=offset_normalized, step_normalized=step_normalized, def_SL_normalized=def_SL_normalized)
                     if (move_SL_threshold) > data['close']:
                         activeTrade.stoploss_value -= step_normalized
-                        insert_SL_history(state)
+                        insert_SL_history(state, activeTrade)
                         state.ilog(lvl=1,e=f"SL TRAIL GOAL {smer} reached {move_SL_threshold} SL moved to {activeTrade.stoploss_value}", offset_normalized=offset_normalized, step_normalized=step_normalized, def_SL_normalized=def_SL_normalized)                            

v2realbot/strategyblocks/newtrade/prescribedtrades.py

@@ -19,7 +19,8 @@ def execute_prescribed_trades(state: StrategyState, data):
     accountsWithNoActiveTrade = gaka(state.account_variables, "activeTrade", None, lambda x: x is None)
 
     if len(accountsWithNoActiveTrade.values()) == 0:
-        print("active trades on all accounts")
+        #print("active trades on all accounts")
+        return
 
     #returns true if all values are not None
     #all(v is not None for v in d.keys())

v2realbot/strategyblocks/newtrade/signals.py

@@ -34,7 +34,7 @@ def signal_search(state: StrategyState, data):
     accountsWithNoActiveTrade = gaka(state.account_variables, "activeTrade", None, lambda x: x is None)
 
     if len(accountsWithNoActiveTrade.values()) == 0:
-        print("active trades on all accounts")
+        #print("active trades on all accounts")
         return
 
     for signalname, signalsettings in state.vars.signals.items():